+60.7%
COP vs JCI
+27.0%
+33.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.3% | +1.1% | -6.0% |
| 7D | -8.1% | -10.7% | +2.6% | -9.6% |
| 30D | +6.7% | -10.4% | +17.1% | +5.1% |
| 3M | +16.9% | -8.3% | +25.1% | +16.0% |
| 6M | +11.2% | -2.1% | +13.3% | +11.5% |
| YTD | +49.5% | +18.4% | +31.1% | +53.7% |
| 1Y | +60.7% | +27.7% | +33.0% | +67.5% |
| All | +60.7% | +27.0% | +33.6% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded JCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling